"Very VERY thankful for these friends and these nights", Theroux captioned the pic.
Theroux went on to partially document a sweet toast Cox, 55, gave to their host.
But things changed and in the next clip he can be heard saying, "Now she wants me to film her".
"Justin, please stop filming me", Courteney said, as Justin replied: "I'm supposed to be recording the toasts!"
In the photo, he is seen with his arm around Aniston, actor Jason Bateman squeezed between them.
She labeled the dish: "Jimmy's f**king enchiladas". "She said, 'You haven't followed me, ' and I said, 'Of course I followed you!' And she's like, 'No, you haven't!' I realised I was one of the people caught in the glitch ... I loved that f*%king enchilada", commented Cox.
It comes after a chat on Kimmel's show previous year, when the host jokingly asked Aniston not to make the traditional Thanksgiving feast of turkey and all the trimmings for their yearly "Friendsgiving". Almost a year ago, Aniston appeared on Jimmy Kimmel Live and the two began talking about her Friendsgiving meals.
"On Thanksgiving, I cook a lot of stuff". So, then I'm making the same thing everyone had the night before, again.
In attendance was the former baseball superstar's two daughters Natasha, 15, and Ella, 11 - and JLo's 11-year-old twins Emme and Maximilian whom she shares with ex-husband, Marc Anthony.
Though Kimmel mused that Italian meatballs "would be a nice item to have", he eventually settled on Mexican food as a suitable replacement for the classic Thanksgiving turkey. "I know you love Mexican food. Everyone gets the same hair".